+305.8%
CME vs MTSI
+539.0%
-233.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.3% | -8.1% | +1.7% |
| 7D | +2.5% | +7.2% | -4.7% | +2.0% |
| 30D | +13.9% | -18.4% | +32.4% | +14.7% |
| 3M | +22.4% | -16.7% | +39.1% | +22.8% |
| 6M | +12.9% | -31.7% | +44.6% | +14.0% |
| YTD | +19.6% | +45.9% | -26.3% | +14.3% |
| 1Y | +17.7% | +47.0% | -29.3% | +12.3% |
| 3Y | +65.3% | +224.1% | -158.7% | +44.8% |
| 5Y | +75.1% | +238.5% | -163.4% | +50.4% |
| 10Y | +305.8% | +512.7% | -206.9% | +198.0% |
| All | +305.8% | +539.0% | -233.3% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling